Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.47% | 267.50 CHF | 268.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,338,380 CHF | 1,344,630 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 263.00 CHF | 264.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,306,550 CHF | 1,312,800 CHF | 90.89% | 90.89% |
11/07/2024 | 0.48% | 257.75 CHF | 259.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,287,270 CHF | 1,293,520 CHF | 99.37% | 99.37% |
10/07/2024 | 0.50% | 254.50 CHF | 255.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,252,210 CHF | 1,258,500 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 247.50 CHF | 248.70 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,243,980 CHF | 1,250,100 CHF | 67.73% | 67.73% |
08/07/2024 | 0.49% | 245.60 CHF | 246.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,228,550 CHF | 1,234,550 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 245.60 CHF | 246.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,241,090 CHF | 1,247,200 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 245.60 CHF | 246.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,219,230 CHF | 1,225,230 CHF | 98.56% | 98.56% |
03/07/2024 | 0.50% | 249.50 CHF | 250.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,254,320 CHF | 1,260,570 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 253.25 CHF | 254.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,259,990 CHF | 1,266,240 CHF | 99.36% | 99.36% |